+396.4%
FLEX vs CORZ
+237.5%
+158.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.7% | -0.3% | +3.2% |
| 7D | +7.0% | +16.6% | -9.6% | +2.9% |
| 30D | -5.8% | -10.9% | +5.1% | -3.3% |
| 3M | -24.2% | -31.0% | +6.8% | -17.8% |
| 6M | +90.8% | +26.0% | +64.8% | +84.0% |
| YTD | +89.2% | +28.6% | +60.6% | +81.5% |
| 1Y | +104.7% | +34.5% | +70.3% | +94.7% |
| All | +396.4% | +237.5% | +158.9% | +341.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CORZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling